ISyE Colloquium Seminar - Sebastien Bubeck

Event Details
  • Date/Time:
    • Monday April 27, 2015
      11:00 am
  • Location: Executive Education Room 228 Main
  • Phone:
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  • Fee(s):
    N/A
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Summaries

Summary Sentence: ISyE Colloquium Seminar - Sebastien Bubeck

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TITLE:  The entropic barrier: a simple and optimal universal self-concordant barrier

ABSTRACT:

A fundamental result in the theory of Interior Point Methods is Nesterov and Nemirovski's construction of a universal self-concordant barrier. In this talk I will introduce the entropic barrier, a new (and in some sense optimal) universal self-concordant barrier. The entropic barrier connects many topics of interest in Machine Learning: exponential families, convex duality, log-concave distributions, Mirror Descent, and exponential weights.

Additional Information

In Campus Calendar
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Groups

H. Milton Stewart School of Industrial and Systems Engineering (ISYE)

Invited Audience
Undergraduate students, Faculty/Staff, Graduate students
Categories
Seminar/Lecture/Colloquium
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Status
  • Created By: Anita Race
  • Workflow Status: Published
  • Created On: Apr 20, 2015 - 3:55am
  • Last Updated: Apr 13, 2017 - 5:19pm